ICE BofAML U.S. Bond Market Option Volatility Estimate Index

ICE BofAML U.S. Bond Market 3 Month Option Volatility Estimate Index

ICE BofAML U.S. Bond Market 6 Month Option Volatility Estimate Index

CDX/CBOE NA High Yield 1-Month Volatility Index (BP Volatility)

CDX/CBOE NA High Yield 3-Month Volatility Index (BP Volatility)

CDX/CBOE NA High Yield 6-Month Volatility Index (BP Volatility)

CDX/CBOE NA Investment Grade 1-Month Volatility Index (BP Volatility)

CDX/CBOE NA Investment Grade 3-Month Volatility Index (BP Volatility)

CDX/CBOE NA Investment Grade 6-Month Volatility Index (BP Volatility)

CBOE Volatility Index

CBOE NASDAQ-100 Volatility Index

CBOE DJIA Volatility Index

CBOE Russell 2000 Volatility Index

CBOE S&P 500 9-Day Volatility Index

CBOE 3-Month Volatility Index

CBOE 1-Day Volatility Index

CBOE S&P 500 6-Month Volatility Index

CBOE S&P 500 One-Year Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.8239	6.33
$α$	0.0993	5.47
$β$	0.8280	33.93
$γ_{1}$	-0.2845	-2.38
$γ_{2}$	0.5386	2.98
$γ_{3}$	-0.4677	-3.98
$γ_{4}$	0.3207	3.06
$γ_{5}$	0.0442	0.37
$γ_{6}$	-0.4178	-2.95
$γ_{7}$	0.3928	2.19

V-Lab

PIMCO 1-5 Year US TIPS Index ETF Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:1.94% (+0.01%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other PIMCO 1-5 Year US TIPS Index ETF Analyses